I usually use my thumb. I'm trying to get used to carrying the yarn way back on my index finger instead, where it's easier to hook, but the thumb grabs as soon as I'm not paying close attention. Wait a minute, I've got a beret here with a bunch of seed stitch...let me see...
Ah. Even seed stitch will work. Just grab the yarn kind of loosely between your thumb and forefinger and pick away. I don't wrap it around any fingers--the drag under the rest of my hand is enough tension. It's fast enough like that, but if I could get in the further back on the finger habit it would be a lot faster.